We went to the Toronto Christmas Market for the first time last year and had a fairly enjoyable time. It was super cold the day we went and since the market is mostly outside, we only stayed a short while, so if you go definitely dress properly for the weather. Food stalls were expensive as expected but pretty tasty, we got a Montreal smoked meat poutine and a tornado potato. We went on a Friday before 5pm, when they start charging for entrance. It's worth a visit to get into the holiday spirit but I wouldn't pay to go.